+145.4%
IEMG vs EXR
+590.6%
-445.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | +2.2% | -2.6% | +4.8% | +2.8% |
| 30D | +4.6% | -7.2% | +11.8% | +6.4% |
| 3M | +0.4% | -3.5% | +3.9% | +0.9% |
| 6M | +16.4% | -5.3% | +21.7% | +17.4% |
| YTD | +25.4% | +9.4% | +16.1% | +22.2% |
| 1Y | +38.3% | +1.3% | +37.0% | +36.9% |
| 3Y | +84.1% | +22.4% | +61.7% | +71.3% |
| 5Y | +49.0% | -12.2% | +61.2% | +47.5% |
| 10Y | +141.8% | +148.6% | -6.7% | +74.3% |
| All | +145.4% | +590.6% | -445.1% | +18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded EXR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling